+11.2%
RBRK vs LUMN
+11.9%
-0.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.5% | -2.7% |
| 7D | -7.5% | +2.5% | -10.0% | -7.7% |
| 30D | -10.4% | +10.3% | -20.8% | -11.3% |
| 3M | +21.3% | -18.3% | +39.5% | +22.9% |
| 6M | +50.6% | +4.4% | +46.3% | +47.5% |
| YTD | +13.3% | -10.7% | +24.0% | +10.9% |
| 1Y | +11.2% | +14.0% | -2.7% | +3.2% |
| All | +11.2% | +11.9% | -0.7% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded LUMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling